+537.0%
TDG vs RL
+311.3%
+225.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -1.9% | -3.4% | +1.6% | -0.6% |
| 30D | -7.7% | -14.4% | +6.7% | -2.4% |
| 3M | -9.3% | -13.6% | +4.2% | -4.7% |
| 6M | -9.4% | +0.6% | -9.9% | -10.5% |
| YTD | -14.3% | -3.6% | -10.6% | -14.2% |
| 1Y | -11.8% | +8.3% | -20.2% | -15.9% |
| 3Y | +52.0% | +204.8% | -152.8% | -8.0% |
| 5Y | +128.8% | +232.9% | -104.1% | +28.5% |
| All | +537.0% | +311.3% | +225.7% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling